ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 121-127 121-120 -0-007 0.0% 121-187
High 121-230 121-158 -0-073 -0.2% 121-230
Low 121-125 121-102 -0-022 -0.1% 121-075
Close 121-158 121-125 -0-033 -0.1% 121-158
Range 0-105 0-055 -0-050 -47.6% 0-155
ATR 0-074 0-073 -0-001 -1.9% 0-000
Volume 2,794 877 -1,917 -68.6% 5,246
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 121-293 121-264 121-155
R3 121-238 121-209 121-140
R2 121-183 121-183 121-135
R1 121-154 121-154 121-130 121-169
PP 121-128 121-128 121-128 121-136
S1 121-099 121-099 121-120 121-114
S2 121-073 121-073 121-115
S3 121-018 121-044 121-110
S4 120-283 120-309 121-095
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-299 122-223 121-243
R3 122-144 122-068 121-200
R2 121-309 121-309 121-186
R1 121-233 121-233 121-172 121-194
PP 121-154 121-154 121-154 121-134
S1 121-078 121-078 121-143 121-039
S2 120-319 120-319 121-129
S3 120-164 120-243 121-115
S4 120-009 120-088 121-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 121-075 0-155 0.4% 0-066 0.2% 32% False False 1,102
10 121-300 121-075 0-225 0.6% 0-061 0.2% 22% False False 800
20 122-162 121-075 1-087 1.0% 0-032 0.1% 12% False False 400
40 122-162 119-295 2-187 2.1% 0-016 0.0% 57% False False 200
60 122-162 119-260 2-222 2.2% 0-011 0.0% 59% False False 133
80 122-162 119-260 2-222 2.2% 0-008 0.0% 59% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-071
2.618 121-302
1.618 121-247
1.000 121-213
0.618 121-191
HIGH 121-158
0.618 121-136
0.500 121-130
0.382 121-124
LOW 121-102
0.618 121-069
1.000 121-047
1.618 121-013
2.618 120-278
4.250 120-189
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 121-130 121-153
PP 121-128 121-143
S1 121-127 121-134

These figures are updated between 7pm and 10pm EST after a trading day.

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